Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51625.67 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48427.19 Kr¶

PnL: ---------------------------------------> -660.38 Kr¶

DD now: ---------------------------------> -0.614 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 17:23:30.452858'

Anic Portfolio¶

Today¶

Return: -0.526 %¶

This Week¶

Return: 8.623 %¶

Total¶

Return: 69.009 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.820000 775.600000 102.600000 15.250000 673.000000
Nordea Bank Abp 29 -0.160000 3529.300000 75.300000 2.180000 3453.999992
Fasadgruppen Group 38 2.030000 4195.200000 54.200000 1.310000 4140.999992
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.330000 3416.000000 39.000000 1.150000 3377.000000
HEBA B 70 -1.800000 2674.000000 38.000000 1.440000 2636.000010
Swedbank A 3 1.830000 601.800000 37.800000 6.700000 564.000000
Resurs Holding 22 0.180000 610.060000 36.060000 6.280000 573.999998
AcadeMedia 12 -0.970000 588.720000 31.720000 5.690000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -1.040000 379.100000 24.100000 6.790000 355.000000
Norva24 Group 16 1.440000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.330000 541.200000 14.200000 2.690000 527.000000
OEM International B 7 -1.660000 539.700000 11.700000 2.220000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.730000 572.250000 10.250000 1.820000 562.000005
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.830000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Securitas B 6 -1.430000 570.840000 0.840000 0.150000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 246.720000 0.720000 0.290000 246.000000
Coor Service Management Hold. 8 0.230000 532.400000 0.400000 0.080000 532.000000
Handelsbanken A 5 0.090000 543.750000 -2.250000 -0.410000 546.000000
Midsona B 63 -3.600000 573.930000 -9.070000 -1.560000 582.999984
Corem Property Group B 59 -2.690000 565.810000 -11.190000 -1.940000 576.999999
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Boozt 12 -1.240000 1624.800000 -29.200000 -1.770000 1653.999996
Essity B 2 -0.950000 544.800000 -29.200000 -5.090000 574.000000
International Petroleum Corp. 5 -1.490000 562.000000 -32.570000 -5.480000 594.565215
CTEK 13 -1.280000 499.980000 -34.020000 -6.370000 533.999999
Vivesto 1368 -1.300000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -1.420000 2997.000000 -87.000000 -2.820000 3083.999994
OX2 22 -1.170000 1761.100000 -227.900000 -11.460000 1989.000002
Axfood 15 0.370000 4060.500000 -239.500000 -5.570000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48427.190000 -660.380000 -0.61356% 49087.564636

Updated:¶

'2023-01-31 17:23:44.083998'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶